Huang (Rex) Li

*** ********** **., *** **, Ithaca, NY 14850 * 607-***-**** *

abkhlq@r.postjobfree.com

OBJECTIVE

. Seeking full-time/intern analyst position that can utilize my

quantitative and analytical skills.

EDUCATION

Cornell University, Computer Information Science, Ithaca, NY

May 2010

Master of Professional Study in Applied Statistics GPA 3.5

Relevant Course: Theory of Probability, Applied Statistical Analysis,

Financial Engineering with Stochastic Calculus,

Statistical Data Mining, Statistical Methods, Statistics

Consulting project.

Illinois Institute of Technology, Chicago, IL

May 2009

Master of Science in Finance Stuart Scholarship, GPA 3.2.

South China Normal University, GuangZhou, China

2003 - 2007

Bachelor of Economics in Finance University Scholarship, College Excellent

Student Award.

PROJECTS COMPLETED

. Interest Rate Modeling: Implemented the major term structure models

like Ho-Lee and Hull-White by MATLAB. Implemented the q-model to

price caps/floors, find the best q-value and price swap options.

. Portfolio Optimization and Enterprise Risk Management: Portfolio

performance analysis includes Jensen Index and Sharp-ratio. Estimate

Value at Risk(VaR) for portfolio consisting of stocks and options and

Conditional Expected Loss analysis. Optimize portfolio by mean-

variance method. Stress Test used Monte Carlo simulation, predictive

method and historical method in MATLAB. Implemented the EVT(Extreme

value theory) in different market risk factors like interest rate,

exchange rate and equity.

. Econometrics and Time Series Analysis: Built an ARIMA model to

forecast the non-stationary industrial production index data using

RATS(Regression Analysis for Time Series) and performed the Error

Distributions using Normal, Student-t distribution and forecast

volatility by GARCH and EGARCH models by MATLAB. Implemented

cointegration analysis among exchange rates.

. Application in VBA that utilizes Excel as the interface for a stock

portfolio optimization problem including calculate variance-

covariance matrix, the minimum variance portfolio and Efficient

Frontier.

. Anheuser-Busch Financial Statement Report - Analyzed operating

performance, trend forecast, ROE analysis and adjusted financial

analysis.

EXPERIENCE

HSBC, Intern -Operation Department, GuangZhou, China

Summer 2006

. Verified the daily inward and outward remittance and the accuracy of

the check and the draft.

. Resolved transfer issues with client accounts.

. Trained the new staff for the operation process.

Bank of China, Intern -Corporation Operation Department, GuangZhou, China

Summer 2006

. Generated a initial report to analyze the client's credit record, cash

flow.

. Analyzed the real estate guarantees to produce general price

evaluation.

. Visited potential and existing clients to assist with loan and saving

plan.

ACTIVITIES

. Member of Stuart Investment: Analyzed and generated portfolio

performance and risk report . Recommend stocks for fund.

. South China Normal University Economy& Management Association: Co-

founder and Vice-chairman . "Top 10 Association in the University" .

"The most influential association of the year".

. Entertainment Dept. of Student Union: Vice-chairman . "Best Dept. of

Student Union award".

SKILLS / CERTIFICATES PENDING

Computer: C++,VBA, MATLAB, R, SAS Certified base programmer

(pending),FRM(Financial Risk Manager) pending.

PUBLISHED

Huang Li "Research on Some Financing Problems of Chinese Private

Enterprises in the Period of Economic Transformation," Journal of JiangXi

Science & Technology Normal University (June 2006)

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